+298.4%
WMB vs ALNY
+260.0%
+38.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -1.0% | -6.5% | +5.5% | -0.5% |
| 30D | -0.4% | +11.0% | -11.5% | -1.4% |
| 3M | +3.2% | -14.1% | +17.3% | +3.8% |
| 6M | +0.1% | -22.4% | +22.5% | +1.4% |
| YTD | +23.9% | -37.5% | +61.3% | +27.7% |
| 1Y | +27.6% | -46.9% | +74.5% | +33.3% |
| 3Y | +141.9% | +22.1% | +119.8% | +131.1% |
| 5Y | +273.8% | +31.2% | +242.6% | +247.0% |
| All | +298.4% | +260.0% | +38.4% | +226.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALNY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling